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Remove legacy hyperopt file support

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This commit is contained in:
Matthias 2021-08-08 10:22:45 +02:00
parent 0ae4eccea5
commit faf16a64e5
3 changed files with 249 additions and 397 deletions
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50
freqtrade/optimize/hyperopt_epoch_filters.py
View File

@ -10,13 +10,12 @@ logger = logging.getLogger(__name__)
def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List: def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
""" """
Filter our items from the list of hyperopt results Filter our items from the list of hyperopt results
TODO: after 2021.5 remove all "legacy" mode queries.
""" """
if filteroptions['only_best']: if filteroptions['only_best']:
epochs = [x for x in epochs if x['is_best']] epochs = [x for x in epochs if x['is_best']]
if filteroptions['only_profitable']: if filteroptions['only_profitable']:
epochs = [x for x in epochs if x['results_metrics'].get( epochs = [x for x in epochs
'profit', x['results_metrics'].get('profit_total', 0)) > 0] if x['results_metrics'].get('profit_total', 0) > 0]
epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions) epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
@ -38,10 +37,7 @@ def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
Filter epochs with trade-counts > trades Filter epochs with trade-counts > trades
""" """
return [ return [
x for x in epochs x for x in epochs if x['results_metrics'].get('total_trades', 0) > trade_count
if x['results_metrics'].get(
'trade_count', x['results_metrics'].get('total_trades', 0)
) > trade_count
] ]
@ -53,9 +49,7 @@ def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> Li
if filteroptions['filter_max_trades'] > 0: if filteroptions['filter_max_trades'] > 0:
epochs = [ epochs = [
x for x in epochs x for x in epochs
if x['results_metrics'].get( if x['results_metrics'].get('total_trades') < filteroptions['filter_max_trades']
'trade_count', x['results_metrics'].get('total_trades')
) < filteroptions['filter_max_trades']
] ]
return epochs return epochs
@ -64,16 +58,12 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
def get_duration_value(x): def get_duration_value(x):
# Duration in minutes ... # Duration in minutes ...
if 'duration' in x['results_metrics']: if 'holding_avg_s' in x['results_metrics']:
return x['results_metrics']['duration'] avg = x['results_metrics']['holding_avg_s']
else: return avg // 60
# New mode raise OperationalException(
if 'holding_avg_s' in x['results_metrics']: "Holding-average not available. Please omit the filter on average time, "
avg = x['results_metrics']['holding_avg_s'] "or rerun hyperopt with this version")
return avg // 60
raise OperationalException(
"Holding-average not available. Please omit the filter on average time, "
"or rerun hyperopt with this version")
if filteroptions['filter_min_avg_time'] is not None: if filteroptions['filter_min_avg_time'] is not None:
epochs = _hyperopt_filter_epochs_trade(epochs, 0) epochs = _hyperopt_filter_epochs_trade(epochs, 0)
@ -97,33 +87,29 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
epochs = _hyperopt_filter_epochs_trade(epochs, 0) epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [ epochs = [
x for x in epochs x for x in epochs
if x['results_metrics'].get( if x['results_metrics'].get('profit_mean', 0) * 100
'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100 > filteroptions['filter_min_avg_profit']
) > filteroptions['filter_min_avg_profit']
] ]
if filteroptions['filter_max_avg_profit'] is not None: if filteroptions['filter_max_avg_profit'] is not None:
epochs = _hyperopt_filter_epochs_trade(epochs, 0) epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [ epochs = [
x for x in epochs x for x in epochs
if x['results_metrics'].get( if x['results_metrics'].get('profit_mean', 0) * 100
'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100 < filteroptions['filter_max_avg_profit']
) < filteroptions['filter_max_avg_profit']
] ]
if filteroptions['filter_min_total_profit'] is not None: if filteroptions['filter_min_total_profit'] is not None:
epochs = _hyperopt_filter_epochs_trade(epochs, 0) epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [ epochs = [
x for x in epochs x for x in epochs
if x['results_metrics'].get( if x['results_metrics'].get('profit_total_abs', 0)
'profit', x['results_metrics'].get('profit_total_abs', 0) > filteroptions['filter_min_total_profit']
) > filteroptions['filter_min_total_profit']
] ]
if filteroptions['filter_max_total_profit'] is not None: if filteroptions['filter_max_total_profit'] is not None:
epochs = _hyperopt_filter_epochs_trade(epochs, 0) epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [ epochs = [
x for x in epochs x for x in epochs
if x['results_metrics'].get( if x['results_metrics'].get('profit_total_abs', 0)
'profit', x['results_metrics'].get('profit_total_abs', 0) < filteroptions['filter_max_total_profit']
) < filteroptions['filter_max_total_profit']
] ]
return epochs return epochs

464
tests/commands/test_commands.py
View File

@ -938,241 +938,239 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}') pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}')
def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
saved_hyperopt_results_legacy, tmpdir):
csv_file = Path(tmpdir) / "test.csv" csv_file = Path(tmpdir) / "test.csv"
for res in (saved_hyperopt_results, saved_hyperopt_results_legacy): mocker.patch(
mocker.patch( 'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results', MagicMock(return_value=saved_hyperopt_results)
MagicMock(return_value=res) )
)
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--no-details", "--no-details",
"--no-color", "--no-color",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
" 6/12", " 7/12", " 8/12", " 9/12", " 10/12", " 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
" 11/12", " 12/12"]) " 11/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--best", "--best",
"--no-details", "--no-details",
"--no-color", "--no-color",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 1/12", " 5/12", " 10/12"]) for x in [" 1/12", " 5/12", " 10/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12", for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"]) " 11/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--profitable", "--profitable",
"--no-details", "--no-details",
"--no-color", "--no-color",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 2/12", " 10/12"]) for x in [" 2/12", " 10/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"]) " 11/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--profitable", "--profitable",
"--no-color", "--no-color",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params", for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
"Sell hyperspace params", "ROI table", "Stoploss"]) "Sell hyperspace params", "ROI table", "Stoploss"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"]) " 11/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--no-details", "--no-details",
"--no-color", "--no-color",
"--min-trades", "20", "--min-trades", "20",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"]) for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"]) for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--profitable", "--profitable",
"--no-details", "--no-details",
"--no-color", "--no-color",
"--max-trades", "20", "--max-trades", "20",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 2/12", " 10/12"]) for x in [" 2/12", " 10/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"]) " 11/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--profitable", "--profitable",
"--no-details", "--no-details",
"--no-color", "--no-color",
"--min-avg-profit", "0.11", "--min-avg-profit", "0.11",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 2/12"]) for x in [" 2/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 10/12", " 11/12", " 12/12"]) " 10/12", " 11/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--no-details", "--no-details",
"--no-color", "--no-color",
"--max-avg-profit", "0.10", "--max-avg-profit", "0.10",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12"]) " 11/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 2/12", " 4/12", " 10/12", " 12/12"]) for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--no-details", "--no-details",
"--no-color", "--no-color",
"--min-total-profit", "0.4", "--min-total-profit", "0.4",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 10/12"]) for x in [" 10/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"]) " 9/12", " 11/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--no-details", "--no-details",
"--no-color", "--no-color",
"--max-total-profit", "0.4", "--max-total-profit", "0.4",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12"]) " 9/12", " 11/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 4/12", " 10/12", " 12/12"]) for x in [" 4/12", " 10/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--no-details", "--no-details",
"--no-color", "--no-color",
"--min-objective", "0.1", "--min-objective", "0.1",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 10/12"]) for x in [" 10/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"]) " 9/12", " 11/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--no-details", "--no-details",
"--max-objective", "0.1", "--max-objective", "0.1",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12"]) " 9/12", " 11/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 4/12", " 10/12", " 12/12"]) for x in [" 4/12", " 10/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--profitable", "--profitable",
"--no-details", "--no-details",
"--no-color", "--no-color",
"--min-avg-time", "2000", "--min-avg-time", "2000",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 10/12"]) for x in [" 10/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
" 8/12", " 9/12", " 11/12", " 12/12"]) " 8/12", " 9/12", " 11/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--no-details", "--no-details",
"--no-color", "--no-color",
"--max-avg-time", "1500", "--max-avg-time", "1500",
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
assert all(x in captured.out assert all(x in captured.out
for x in [" 2/12", " 6/12"]) for x in [" 2/12", " 6/12"])
assert all(x not in captured.out assert all(x not in captured.out
for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12" for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
" 9/12", " 10/12", " 11/12", " 12/12"]) " 9/12", " 10/12", " 11/12", " 12/12"])
args = [ args = [
"hyperopt-list", "hyperopt-list",
"--no-details", "--no-details",
"--no-color", "--no-color",
"--export-csv", "--export-csv",
str(csv_file), str(csv_file),
] ]
pargs = get_args(args) pargs = get_args(args)
pargs['config'] = None pargs['config'] = None
start_hyperopt_list(pargs) start_hyperopt_list(pargs)
captured = capsys.readouterr() captured = capsys.readouterr()
log_has("CSV file created: test_file.csv", caplog) log_has("CSV file created: test_file.csv", caplog)
assert csv_file.is_file() assert csv_file.is_file()
line = csv_file.read_text() line = csv_file.read_text()
assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line) or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
csv_file.unlink() csv_file.unlink()
def test_hyperopt_show(mocker, capsys, saved_hyperopt_results): def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):

132
tests/conftest.py
View File

@ -1814,138 +1814,6 @@ def open_trade():
) )
@pytest.fixture
def saved_hyperopt_results_legacy():
return [
{
'loss': 0.4366182531161519,
'params_dict': {
'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556}, # noqa: E501
'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}}, # noqa: E501
'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'median_profit': -1.2222, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0}, # noqa: E501
'results_explanation': ' 2 trades. Avg profit -1.25%. Total profit -0.00125625 BTC ( -2.51Σ%). Avg duration 3930.0 min.', # noqa: E501
'total_profit': -0.00125625,
'current_epoch': 1,
'is_initial_point': True,
'is_best': True
}, {
'loss': 20.0,
'params_dict': {
'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259}, # noqa: E501
'params_details': {
'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, # noqa: E501
'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, # noqa: E501
'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0}, # noqa: E501
'stoploss': {'stoploss': -0.338070047333259}},
'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'median_profit': -1.2222, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0}, # noqa: E501
'results_explanation': ' 1 trades. Avg profit 0.12%. Total profit 0.00006185 BTC ( 0.12Σ%). Avg duration 1200.0 min.', # noqa: E501
'total_profit': 6.185e-05,
'current_epoch': 2,
'is_initial_point': True,
'is_best': False
}, {
'loss': 14.241196856510731,
'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611}, # noqa: E501
'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}}, # noqa: E501
'results_metrics': {'trade_count': 621, 'avg_profit': -0.43883302093397747, 'median_profit': -1.2222, 'total_profit': -0.13639474, 'profit': -272.515306, 'duration': 1691.207729468599}, # noqa: E501
'results_explanation': ' 621 trades. Avg profit -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.', # noqa: E501
'total_profit': -0.13639474,
'current_epoch': 3,
'is_initial_point': True,
'is_best': False
}, {
'loss': 100000,
'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478}, # noqa: E501
'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}}, # noqa: E501
'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, # noqa: E501
'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501
'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False
}, {
'loss': 0.22195522184191518,
'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014}, # noqa: E501
'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}}, # noqa: E501
'results_metrics': {'trade_count': 14, 'avg_profit': -0.3539515, 'median_profit': -1.2222, 'total_profit': -0.002480140000000001, 'profit': -4.955321, 'duration': 3402.8571428571427}, # noqa: E501
'results_explanation': ' 14 trades. Avg profit -0.35%. Total profit -0.00248014 BTC ( -4.96Σ%). Avg duration 3402.9 min.', # noqa: E501
'total_profit': -0.002480140000000001,
'current_epoch': 5,
'is_initial_point': True,
'is_best': True
}, {
'loss': 0.545315889154162,
'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423}, # noqa: E501
'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}}, # noqa: E501
'results_metrics': {'trade_count': 39, 'avg_profit': -0.21400679487179478, 'median_profit': -1.2222, 'total_profit': -0.0041773, 'profit': -8.346264999999997, 'duration': 636.9230769230769}, # noqa: E501
'results_explanation': ' 39 trades. Avg profit -0.21%. Total profit -0.00417730 BTC ( -8.35Σ%). Avg duration 636.9 min.', # noqa: E501
'total_profit': -0.0041773,
'current_epoch': 6,
'is_initial_point': True,
'is_best': False
}, {
'loss': 4.713497421432944,
'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905}, # noqa: E501
'params_details': {
'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0}, # noqa: E501
'stoploss': {'stoploss': -0.14613268022709905}}, # noqa: E501
'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'median_profit': -1.2222, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566}, # noqa: E501
'results_explanation': ' 318 trades. Avg profit -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.', # noqa: E501
'total_profit': -0.06339929,
'current_epoch': 7,
'is_initial_point': True,
'is_best': False
}, {
'loss': 20.0, # noqa: E501
'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401}, # noqa: E501
'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}}, # noqa: E501
'results_metrics': {'trade_count': 1, 'avg_profit': 0.0, 'median_profit': 0.0, 'total_profit': 0.0, 'profit': 0.0, 'duration': 5340.0}, # noqa: E501
'results_explanation': ' 1 trades. Avg profit 0.00%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration 5340.0 min.', # noqa: E501
'total_profit': 0.0,
'current_epoch': 8,
'is_initial_point': True,
'is_best': False
}, {
'loss': 2.4731817780991223,
'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503}, # noqa: E501
'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}}, # noqa: E501
'results_metrics': {'trade_count': 229, 'avg_profit': -0.38433433624454144, 'median_profit': -1.2222, 'total_profit': -0.044050070000000004, 'profit': -88.01256299999999, 'duration': 6505.676855895196}, # noqa: E501
'results_explanation': ' 229 trades. Avg profit -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.', # noqa: E501
'total_profit': -0.044050070000000004, # noqa: E501
'current_epoch': 9,
'is_initial_point': True,
'is_best': False
}, {
'loss': -0.2604606005845212, # noqa: E501
'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415}, # noqa: E501
'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}}, # noqa: E501
'results_metrics': {'trade_count': 4, 'avg_profit': 0.1080385, 'median_profit': -1.2222, 'total_profit': 0.00021629, 'profit': 0.432154, 'duration': 2850.0}, # noqa: E501
'results_explanation': ' 4 trades. Avg profit 0.11%. Total profit 0.00021629 BTC ( 0.43Σ%). Avg duration 2850.0 min.', # noqa: E501
'total_profit': 0.00021629,
'current_epoch': 10,
'is_initial_point': True,
'is_best': True
}, {
'loss': 4.876465945994304, # noqa: E501
'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887}, # noqa: E501
'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}}, # noqa: E501
'results_metrics': {'trade_count': 117, 'avg_profit': -1.2698609145299145, 'median_profit': -1.2222, 'total_profit': -0.07436117, 'profit': -148.573727, 'duration': 4282.5641025641025}, # noqa: E501
'results_explanation': ' 117 trades. Avg profit -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.', # noqa: E501
'total_profit': -0.07436117,
'current_epoch': 11,
'is_initial_point': True,
'is_best': False
}, {
'loss': 100000,
'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806}, # noqa: E501
'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}}, # noqa: E501
'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, # noqa: E501
'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501
'total_profit': 0,
'current_epoch': 12,
'is_initial_point': True,
'is_best': False
}
]
@pytest.fixture @pytest.fixture
def saved_hyperopt_results(): def saved_hyperopt_results():
hyperopt_res = [ hyperopt_res = [